Order flow and volatility : an empirical investigation
Anne Opschoor; Nick Taylor; Michel van der Wel; Dick van Dijk
| Year of publication: |
2014
|
|---|---|
| Authors: | Opschoor, Anne ; Taylor, Nicholas ; Wel, Michel van der ; Dijk, Dick van |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 28.2014, p. 185-201
|
| Subject: | Information | Order flow | Macroeconomic announcements | Treasury futures | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Staatspapier | Government securities | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011285068